We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
+$17.2M
Cap. Flow %
0.21%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,109

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24.9M
2
OEF icon
iShares S&P 100 ETF
OEF
+$8.46M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$7.69M
4
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$7.21M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.15M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.7M
2
MA icon
Mastercard
MA
+$9.23M
3
LMT icon
Lockheed Martin
LMT
+$8.03M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$7.15M
5
CMCSA icon
Comcast
CMCSA
+$5.76M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.24%
2 Financials 0.74%
3 Technology 0.45%
4 Consumer Discretionary 0.44%
5 Industrials 0.42%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ERIE icon
2326
Erie Indemnity
ERIE
$12.5B
– –
-1,667
Closed -$213K
ESRT icon
2327
Empire State Realty Trust
ESRT
$680M
– –
-19,854
Closed -$330K
ETJ
2328
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$558M
– –
-17,475
Closed -$174K
ETSY icon
2329
PUT
Etsy
ETSY
$6.66B
– –
-4,400
Closed -$226K
ETW
2330
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.04B
– –
-15,517
Closed -$187K
EUM icon
2331
ProShares Trust Short MSCI Emerging Markets
EUM
$13M
– –
-11,500
Closed -$440K
EVF
2332
Eaton Vance Senior Income Trust
EVF
$88.1M
– –
-21,791
Closed -$141K
EVOK
2333
DELISTED
Evoke Pharma
EVOK
– –
-129
Closed -$55K
EVV
2334
Eaton Vance Limited Duration Income Fund
EVV
$1.01B
– –
-17,845
Closed -$226K
EW icon
2335
Edwards Lifesciences
EW
$50.9B
– –
-55,050
Closed -$2.79M
EW icon
2336
PUT
Edwards Lifesciences
EW
$50.9B
– –
-128,700
Closed -$7.47M
EWA icon
2337
iShares MSCI Australia ETF
EWA
$1.28B
– –
-22,652
Closed -$501K
EWG icon
2338
CALL
iShares MSCI Germany ETF
EWG
$1.67B
– –
-149,000
Closed -$4.43M
EWG icon
2339
iShares MSCI Germany ETF
EWG
$1.67B
– –
-37,392
Closed -$1.11M
EWO icon
2340
iShares MSCI Austria ETF
EWO
$200M
– –
-12,682
Closed -$290K
EWU icon
2341
iShares MSCI United Kingdom ETF
EWU
$3.67B
– –
-26,959
Closed -$920K
EWW icon
2342
iShares MSCI Mexico ETF
EWW
$1.69B
– –
-40,913
Closed -$1.78M
EXC icon
2343
CALL
Exelon
EXC
$43.3B
– –
-249,276
Closed -$7.76M
EXPD icon
2344
Expeditors International
EXPD
$24.8B
– –
-9,062
Closed -$636K
EXPD icon
2345
PUT
Expeditors International
EXPD
$24.8B
– –
-16,900
Closed -$1.24M
FAX
2346
abrdn Asia-Pacific Income Fund
FAX
$575M
– –
-9,118
Closed -$226K
FAZ
2347
PUT
Direxion Daily Financial Bear 3x ETF
FAZ
$115M
– –
-44
Closed -$170K
FBIN icon
2348
CALL
Fortune Brands Innovations
FBIN
$4.7B
– –
-11,700
Closed -$524K
FBP icon
2349
First Bancorp
FBP
$4.21B
– –
-22,985
Closed -$209K
FCEL icon
2350
FuelCell Energy
FCEL
$1.45B
– –
-53
Closed -$21K
92 93
94
95 96

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

Two Sigma Securities's Q4 2018 Portfolio in Review

As of Q4 2018, Two Sigma Securities held 3,194 positions worth $8.19B, down 47% from $15.4B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Two Sigma Securities's Q4 2018 filing shows 666 new, 411 increased, 985 reduced and 1,109 closed positions. Its largest new stake was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $11.7M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • Two Sigma Securities's largest Q4 2018 buy was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M.
  • Two Sigma Securities added most to State Street Financial Select Sector SPDR ETF in Q4 2018, an estimated $24.9M increase.
  • Two Sigma Securities's biggest Q4 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $11.7M.
  • Two Sigma Securities fully exited Lockheed Martin in Q4 2018, selling an estimated $8.03M.
  • Two Sigma Securities's ten largest holdings make up 53% of its $8.19B portfolio in Q4 2018.
  • Two Sigma Securities opened 666 new positions and closed 1,109 in Q4 2018.
  • Two Sigma Securities's portfolio value fell 47% quarter-over-quarter to $8.19B.

Based on Two Sigma Securities's 13F filing for Q4 2018, filed 14 Feb 2019.